On the use of constraints in least squares estimation and control
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Publication:1614351
DOI10.1016/S0005-1098(02)00029-8zbMath1002.93064MaRDI QIDQ1614351
Lee, Jay H., Douglas G. Robertson
Publication date: 5 September 2002
Published in: Automatica (Search for Journal in Brave)
performance; quadratic programming; maximum likelihood estimation; optimal estimation; non-Gaussian processes; estimation algorithms; least squares estimators; constrained parameters
90C20: Quadratic programming
93E10: Estimation and detection in stochastic control theory
93E24: Least squares and related methods for stochastic control systems
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Lagrangian duality between constrained estimation and control, A parametric programming approach to moving-horizon state estimation, State estimation for linear and non-linear equality-constrained systems
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